Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5786072.5458 | 273724.0397 | -6059796.5854 | 35384031.4543 | -11235800.9629 | 46619832.4173 |
Total P&L (%) | -5786.0725 | 273.724 | -6059.7966 | 35384.0315 | -11235.801 | 46619.8324 |
Avg Daily Profit (%) | -2.5487 | 0.1206 | -2.6693 | 0.259 | 0 | 0.2711 |
Buy And Hold Return (%) | 9059.4193 | 9059.4193 | 9059.4193 | 9059.4193 | 9059.4193 | 9059.4193 |
Max Trade Drawdown | -6028102 | -27341 | -6171395 | -69877435 | -25057670 | -64629296 |
Profit Factor | 0.1109 | 4.4902 | 0.0575 | 1.2307 | 0.7888 | 1.4654 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 30 | 14 | 16 |
Losing Trades | 22 | 11 | 11 | 30 | 16 | 14 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0642 | 2.5996 | 0.0333 | 1.2307 | 0.9015 | 1.2822 |
Largest Winning Trade | 90333 | 90333 | 46328 | 51199553 | 13724518 | 51199553 |
Largest Losing Trade | -6021318 | -18142 | -6021318 | -21294297 | -11249991 | -21294297 |
Avg Bars in Trades | 210 | 173 | 247 | 210 | 173 | 247 |
Avg Bars in Winners | 165 | 161 | 169 | 169 | 142 | 192 |
Avg Bars in Losers | 287 | 194 | 380 | 251 | 201 | 309 |
Bars Traded | 12628 | 5211 | 7417 | 12628 | 5211 | 7417 |
Profit Streak | 134.8144 | 134.8144 | 258.1477 | 134.8144 | 134.8144 | 452.9811 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751589 | -188147 | -577722 | -166643 | -581552 | 369457 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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